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Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
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Numerical Analysis
An Introduction
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
References
• Steven Chapra and Raymond Canale,
"Numerical Methods for Engineers," 5th
editions, ISBN 0-07-123140-4
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Numerical Methods
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Why Numerical?
• Ignorance
• Readily Available Packages
• Need to Develop New Techniques
• Good use of your computer!
• Re-Understand Mathematics
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Mathematical Modeling &
Engineering Solutions
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Mathematical Models
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Example Problem
dt
dv
mmaF 
cvmgFFF UD 
cvmgvm
dt
dv
m  
m
cvmg
v

    mct
e
c
mg
tv /
1 

Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Solution
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Approximate Solution
12
12
tt
vv
t
v
dt
dv






m
cvmg
tt
vv 



12
12
m
cvmg
tt
vv 1
12
12 



Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Approximate Solution
 
m
cvmg
ttvv 1
1212


Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Approximation and Round-Off
Errors
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Errors!
• Round-off errors are due to the fact that
the computers present numbers in as a
finite number of bits and bytes!
• Truncation Errors are errors that emerge
from the approximation of the
mathematical model
• Model errors are due to the fact that the
mathematical model usually is an
approximation of the physical reality!
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Significant Figures
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Accuracy and Precision
• Accuracy how close
your solution is
• Precision is how close
your repetition of the
solution are!
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Error Definition
• True Error
• True Relative Error
• Approximate Error
ionApproximatvalueTrueEt 
valueTrue
Et
t 
ionApproximatCurrent
ApproxPastionApproximatCurrent
a
.

Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Round-off Errors
210
10*210*510*3253 
21
10*510*225.0
4
1 

...10*310*310*310*3
...33333.0
3
1
4321



Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Computer Presentation of Numbers
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
When numbers are too small!
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Truncation Errors
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Taylor’s Expansion
          ...
!2
'''
2
0
0000 


xx
xfxxxfxfxf
         3
2
000
!2
''' hO
h
xfhxfxfxf 
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Truncation Error!
Numerical Analysis - Introduction
Mohammad Tawfik
#WikiCourses
http://WikiCourses.WikiSpaces.com
Conclusion
• We need the numerical methods to solve
problems that do not have a solution or
have a complex mathematical solution
• Errors have different sources: Truncation,
round off, and model errors
• Error is evaluated using approximate
solutions

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Introduction to Numerical Analysis

  • 1. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Numerical Analysis An Introduction
  • 2. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com References • Steven Chapra and Raymond Canale, "Numerical Methods for Engineers," 5th editions, ISBN 0-07-123140-4
  • 3. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Numerical Methods
  • 4. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Why Numerical? • Ignorance • Readily Available Packages • Need to Develop New Techniques • Good use of your computer! • Re-Understand Mathematics
  • 5. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Mathematical Modeling & Engineering Solutions
  • 6. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Mathematical Models
  • 7. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Example Problem dt dv mmaF  cvmgFFF UD  cvmgvm dt dv m   m cvmg v      mct e c mg tv / 1  
  • 8. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Solution
  • 9. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximate Solution 12 12 tt vv t v dt dv       m cvmg tt vv     12 12 m cvmg tt vv 1 12 12    
  • 10. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximate Solution   m cvmg ttvv 1 1212  
  • 11. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Approximation and Round-Off Errors
  • 12. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Errors! • Round-off errors are due to the fact that the computers present numbers in as a finite number of bits and bytes! • Truncation Errors are errors that emerge from the approximation of the mathematical model • Model errors are due to the fact that the mathematical model usually is an approximation of the physical reality!
  • 13. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Significant Figures
  • 14. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Accuracy and Precision • Accuracy how close your solution is • Precision is how close your repetition of the solution are!
  • 15. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Error Definition • True Error • True Relative Error • Approximate Error ionApproximatvalueTrueEt  valueTrue Et t  ionApproximatCurrent ApproxPastionApproximatCurrent a . 
  • 16. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Round-off Errors 210 10*210*510*3253  21 10*510*225.0 4 1   ...10*310*310*310*3 ...33333.0 3 1 4321   
  • 17. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Computer Presentation of Numbers
  • 18. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com When numbers are too small!
  • 19. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Truncation Errors
  • 20. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Taylor’s Expansion           ... !2 ''' 2 0 0000    xx xfxxxfxfxf          3 2 000 !2 ''' hO h xfhxfxfxf 
  • 21. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Truncation Error!
  • 22. Numerical Analysis - Introduction Mohammad Tawfik #WikiCourses http://WikiCourses.WikiSpaces.com Conclusion • We need the numerical methods to solve problems that do not have a solution or have a complex mathematical solution • Errors have different sources: Truncation, round off, and model errors • Error is evaluated using approximate solutions